-38.7%
DOCS vs CAH
+442.0%
-480.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.1% |
| 7D | -0.8% | +8.5% | -9.2% | -1.4% |
| 30D | +17.4% | +17.0% | +0.4% | +16.1% |
| 3M | +57.4% | +14.3% | +43.0% | +55.9% |
| 6M | +26.5% | +42.2% | -15.7% | +23.4% |
| YTD | -26.6% | +33.2% | -59.7% | -28.1% |
| 1Y | -48.1% | +38.2% | -86.3% | -49.5% |
| 3Y | +52.6% | +178.4% | -125.7% | +31.5% |
| 5Y | -52.1% | +505.8% | -557.9% | -65.3% |
| All | -38.7% | +442.0% | -480.7% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling